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~isPartOf:"Econometric reviews"
~isPartOf:"Working paper"
~person:"McElroy, Tucker"
~subject:"Time series analysis"
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Time series analysis
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McElroy, Tucker
McAleer, Michael
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On the discretization of continuous-time filters for nonstationary stock and flow time series
McElroy, Tucker
;
Trimbur, Thomas M.
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 475-513
Persistent link: https://www.econbiz.de/10009130230
Saved in:
2
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
3
Multi-step ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
-
2012
Persistent link: https://www.econbiz.de/10009681268
Saved in:
4
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Saved in:
5
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation
Blakely, Chris
;
McElroy, Tucker
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10011795242
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